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1. www.s2.solveforum.com › threads › fx-surface-atm-and-delta-overlapFX Surface ATM and Delta overlap | SolveForum | S2

   www.s2.solveforum.com › threads › fx-surface-atm-and-delta-overlap

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   Hace 4 horas · I am with the concept of constructing FX surface from ATM vols and Butterfly/RiskReversal vols. However, when I extrapolate the surface in time dimension, say to a very long date, no way to gurantee that the Delta(using Forward Delta) of ATM level not exceed 25D, which is the point indicated from Butterfly/RiskReversal, which may result in strange shape of vol smile.

2. www.s2.solveforum.com › threads › on-convex-polygons-that-can-be-cut-into-convexOn convex polygons that can be cut into convex and mutually...

   www.s2.solveforum.com › threads › on-convex-polygons-that-can-be-cut-into-convex

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   Hace 4 horas · Observations: any thin isosceles triangle has exactly 1 partition into 2 congruent pieces - only 1 line, bisector of its apex, does it. By attaching a right triangle with base 1 and altitude 2 to an isosceles triangle of base 2 and altitude 2 (glue base of isosceles with altitude of right) we...

3. www.youtube.com › watchMay 23, 2024 - YouTube

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   Hace 4 horas · About Press Copyright Contact us Creators Advertise Developers Terms Privacy Policy & Safety How YouTube works Test new features NFL Sunday Ticket Press Copyright ...

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